论文标题

用分析中心和多收益切割平面的选择

Cutting Plane Selection with Analytic Centers and Multiregression

论文作者

Turner, Mark, Berthold, Timo, Besançon, Mathieu, Koch, Thorsten

论文摘要

切割平面是最先进的混合组门编程求解器的关键组成部分,其中选择了剪切子集以增加对求解器性能至关重要。我们提出了新的基于距离的措施,以通过量化松弛可行集合的相关部分的程度来限定削减的价值。为此,我们使用放松多层或最佳面部的分析中心,以及线性编程松弛的替代最佳解决方案。我们评估了距离测量对根节点性能以及整个分支和结合树的影响,将我们的措施与文献中普遍存在的措施进行了比较。最后,通过多输出回归,我们使用静态功能在分离过程之前易于可用,预测每个度量的相对性能。我们的结果表明,基于分析中心的方法有助于显着减少探索搜索空间所需的分支和结合节点的数量,并且我们的多污染方法可以进一步改善任何个人方法。

Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of a cut by quantifying the extent to which it separates relevant parts of the relaxed feasible set. For this purpose, we use the analytic centers of the relaxation polytope or of its optimal face, as well as alternative optimal solutions of the linear programming relaxation. We assess the impact of the choice of distance measure on root node performance and throughout the whole branch-and-bound tree, comparing our measures against those prevalent in the literature. Finally, by a multi-output regression, we predict the relative performance of each measure, using static features readily available before the separation process. Our results indicate that analytic center-based methods help to significantly reduce the number of branch-and-bound nodes needed to explore the search space and that our multiregression approach can further improve on any individual method.

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